ArcelorMittal Buy or Sell Recommendation

Macroaxis provides ArcelorMittal buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ArcelorMittal positions. The advice algorithm takes into account all of ArcelorMittal available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ArcelorMittal buy-and-hold prospective. Please see also ArcelorMittal Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
ArcelorMittal -- USA Stock  

USD 28.57  0.42  1.45%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding ArcelorMittal is 'Strong Hold'.
For the selected time horizon ArcelorMittal has a risk adjusted performance of 0.0484, jensen alpha of (0.064205), total risk alpha of (0.9), sortino ratio of 0.145 and treynor ratio of 0.1103
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on ArcelorMittal. Our buy, hold, or sell suggestion engine makes use of analyzes the corporation potential to grow using all fundamental data market data available at the time. To make sure ArcelorMittal is not overpriced, please confirm all ArcelorMittal fundamentals including its Price to Earning, Book Value Per Share, Current Liabilities, as well as the relationship between Net Income and Beta . Given that ArcelorMittal has Price to Earning of 8.52 times, we suggest you validate ArcelorMittal market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.39Value At Risk-2.5401
Potential Upside2.3045Standard Deviation2.2972
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Nepsis Capital Management IncCommon Shares187.1 K4.8 M
Highland Capital Management LlcCommon Shares24.2 K624 K
Berson Corrado Investment Advisors LlcCommon Shares10.4 K269 K
Genesee Valley Trust CoCommon Shares9.9 K255 K
Quadrant Capital Group LlcCommon Shares7.4 K184 K
Sonora Investment Management LlcCommon Shares1042.7 K
James Investment Research IncCommon Shares1.00.0
Susquehanna International Group LlpPut Options2.6 M59.4 M
Susquehanna International Group LlpCall Options2.3 M52 M

ArcelorMittal Greeks

α
Alpha over DOW
=(0.064205) 
βBeta against DOW= 3.47 
σ
Overall volatility
= 2.34 
 IrInformation ratio = 0.11 

ArcelorMittal Volatility Alert

ArcelorMittal has relatively low volatility with skewness of 1.87 and kurtosis of 6.51. However, we advise all investors to independently investigate ArcelorMittal to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare ArcelorMittal to competition
FundamentalsArcelorMittalPeer Average
Return On Equity9.86 % (15.17) %
Return On Asset3.79 % (15.64) %
Profit Margin5.5 % (5.5) %
Operating Margin7.66 % (10.91) %
Current Valuation38.21 B152.14 B
Shares Outstanding1.02 B1.43 B
Shares Owned by Institutions3.49 % 18.37 %
Number of Shares Shorted12.23 M3.24 M
Price to Earning8.52 times40.69 times
Price to Book0.81 times14.44 times
Price to Sales0.45 times17.81 times
Revenue61.98 B9.85 B
Gross Profit6.36 B21.75 B
EBITDA7.47 B1.41 B
Net Income3.41 B517.71 M
Cash and Equivalents2.05 B3.89 B
Cash per Share2.01 times5.17 times
Total Debt14.16 B7.36 B
Debt to Equity39 times0.72 times
Current Ratio1.23 times3.3 times
Book Value Per Share33.36 times13.64 times
Cash Flow from Operations3.44 B1.25 B
Short Ratio1.43 times2.09 times
Earnings Per Share3.18 times2.3 times
Price to Earnings To Growth1 times1.22 times
Number of Employees209.4 K10.67 K
Beta3.390.34
Market Capitalization27.6 B29.78 B
Total Asset76.85 B126.86 B
Retained Earnings16.05 B38.24 B
Working Capital4.29 B3.58 B
Current Asset22.33 B36.8 B
Current Liabilities18.04 B33.34 B
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0484
Market Risk Adjusted Performance0.1203
Mean Deviation1.52
Semi Deviation1.34
Downside Deviation1.75
Coefficient Of Variation585.46
Standard Deviation2.3
Variance5.28
Information Ratio0.1104
Jensen Alpha(0.064205)
Total Risk Alpha(0.9)
Sortino Ratio0.145
Treynor Ratio0.1103
Maximum Drawdown4.59
Value At Risk(2.54)
Potential Upside2.3
Downside Variance3.06
Semi Variance1.8
Expected Short fall(1.89)
Skewness1.87
Kurtosis6.51

Current Valuation

ArcelorMittal Current Valuation Analysis
ArcelorMittal is regarded second in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Steel Works Etc industry is now estimated at about 112.86 Billion. ArcelorMittal totals roughly 38.21 Billion in current valuation claiming about 34% of equities listed under Steel Works Etc industry.